Index Roll Information

Cboe PWT Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Number of Puts Sold	TBill Discount Rates
PWT	CBOE S&P 500 PutWrite T-W Index	6905.88	6905	114.12677777777787	0.4906297409470818	1M 3.63 3M 3.61

Cboe PUTR Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	TBill Discount Rates
PUTR	CBOE Russell 2000 Putwrite Index	2666.5188	2665	65.6	1M 3.63

Cboe PUT Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Number of Puts Sold	TBill Discount Rates
PUT	CBOE Putwrite Index	6905.88	6905	111.01145038167938	0.4982823088305116	1M 3.63 3M 3.61

Cboe CLL1M Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Put Strike Price	New Call Strike Price	New Put VWAP Price	New Call VWAP Price	Underlying Index VWAP
CLL1M	Cboe S&P 500 Risk Managed Income Index	6905.88	6565	6910	46.19516129032258	114.42812545800967	6886.3717045287995

Cboe BXY Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXY	CBOE S&P 500 2 percent OTM BuyWrite Index	6905.88	7045	47.9	6902.05

Cboe BXRT Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXRT	CBOE RUSSELL 2000 30-Delta BuyWrite V2 Index	2666.5188	2755	27.8	2664.4063

Cboe BXRH Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXRH	Cboe Russell 2000 Half BuyWrite Index	2666.5188	2670	62.69412480974125	2654.7626599315067

Cboe BXR Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXR	Russell 2000 Buywrite Index	2666.5188	2670	62.69412480974125	2654.762768093607

Cboe BXNTU Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option TWAP Price	Underlying Index TWAP
BXNTU	Cboe NASDAQ-100 BuyWrite V2 UCITS Index	25061.29174	25075	525.597243	24948.9441825

Cboe BXNT Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXNT	CBOE NASDAQ-100 BuyWrite V2 Index	25061.29174	25075	550.0753386744356	24952.884584454965

Cboe BXNH Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXNH	CBOE NASDAQ-100 Half BuyWrite V2 Index	25061.29174	25075	550.0753386744356	24952.884584454965

Cboe BXN Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXN	CBOE Nasdaq-100 BuyWrite Index	25061.29174	25075	550.0753386744356	24952.884584454965

Cboe BXMU Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option TWAP Price	Underlying Index TWAP
BXMU	Cboe S&P 500 BuyWrite Index BXMU	6905.88	6910	111.8552323125	7482.74125

Cboe BXMH Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXMH	Cboe S&P 500 Half BuyWrite Index	6905.88	6910	114.42812545800967	6886.3717045287995

Cboe BXM Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXM	BuyWrite index from ICP for BXM	6905.88	6910	114.42812545800967	6886.3643206800525

Cboe BXESG Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Bid Price	Underlying Index Roll Price
BXESG	Cboe S&P 500 Scored & Screened BuyWrite Index	613.83	615	9	612.26

Cboe BXDEH Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index TWAP
BXDEH	DJIA Cboe BuyWrite V2 Index half	495.29	500	4.706166481069042	495.90133333333347

Cboe BXDE Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXDE	DJIA Cboe BuyWrite V2 Index	495.29	500	4.706166481069042	493.91713808463254

Cboe BXD Index Roll Information - February 20, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXD	CBOE Dow Jones BuyWrite Index	495.29	500	4.911442786069652	494.80036484245437

Cboe BXRT Index Roll Information - February 19, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP RUT Rebalance 1	Old Call VWAP Rebalance 1
BXRT	CBOE RUSSELL 2000 30-Delta BuyWrite V2 Index	2/19/2026	2/20/2026	2664.9391	0.1

Cboe BXQD Index Roll Information - February 19, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXQD	Cboe QDIV ATM BuyWrite Index	38.37	38.0

Cboe BXPX Index Roll Information - February 19, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXPX	Cboe MLPX ATM BuyWrite Index	69.2989930088037	69.0

Cboe BXNT Index Roll Information - February 19, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP NDX Rebalance 1	Old Call VWAP Rebalance 1
BXNT	CBOE NASDAQ-100 BuyWrite V2 Index	2/19/2026	2/20/2026	24741.72855929432	0.3892111302352266

Cboe BXNH Index Roll Information - February 19, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP NDX Rebalance 1	Old Call VWAP Rebalance 1
BXNH	CBOE NASDAQ-100 Half BuyWrite V2 Index	2/19/2026	2/20/2026	24741.72855929432	0.3892111302352266

Cboe BXLVH Index Roll Information - February 19, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLVH	Cboe S&P Health Care Select Sector Half BuyWrite Index	156.67055755232013	155.0	4.2486

Cboe BXLKH Index Roll Information - February 19, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLKH	Cboe S&P Technology Select Sector Half BuyWrite Index	139.44531010700086	140.0	4.626

Cboe BXLFH Index Roll Information - February 19, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLFH	Cboe S&P Financials Select Sector Half BuyWrite Index	51.8613927248604	52.0	1.2095

Cboe BXGBTCT Index Roll Information - February 19, 2026

Index	Name	Reference Price	New Call Strike	New SynCall Strike	New SynPut Strike
BXGBTCT	Cboe GBTC 20% OTM BuyWrite Index	52.32	65.0

Cboe BXGBTCA Index Roll Information - February 19, 2026

Index	Name	Reference Price	New Call Strike	New SynCall Strike	New SynPut Strike
BXGBTCA	Cboe GBTC ATM BuyWrite Index	52.32	55.0

Cboe BXEMG Index Roll Information - February 19, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXEMG	Cboe MSCI Emerging Markets IMI BuyWrite Index	74.58144763075609	75.0

Cboe BXWBW Index Roll Information - February 18, 2026

Index	Name	New Option Strike Price
BXWBW	Cboe FTSE Russell IWM 2% OTM BuyWrite Index	2710.0

Cboe BXVBWN Index Roll Information - February 18, 2026

Index	Name	New Option Strike Price
BXVBWN	Cboe S&P 500 Enhanced 1% OTM BuyWrite NTR Index	6950.0

Cboe BXVBW Index Roll Information - February 18, 2026

Index	Name	New Option Strike Price
BXVBW	Cboe S&P 500 Enhanced 1% OTM BuyWrite Index	6950.0

Cboe BXVBWJPY Index Roll Information - February 18, 2026

Index	Name	New Option Strike Price
BXVBWJPY	Cboe S&P 500 Enhanced 1% OTM BuyWrite NTR Index JPY	6950.0

Cboe BXTBJPY Index Roll Information - February 18, 2026

Index	Name	New Option Strike Price
BXTBJPY	Cboe TLT 2% OTM BuyWrite Index JPY	91.0

Cboe PWT Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Number of Puts Sold	TBill Discount Rates
PWT	CBOE S&P 500 PutWrite T-W Index	6942.2	6940	91.49266666666642	0.4856689236792001	1M 3.6 3M 3.78

Cboe PUTR Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	TBill Discount Rates
PUTR	CBOE Russell 2000 Putwrite Index	2679.1234	2675	51.9	1M 3.6

Cboe PUT Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Number of Puts Sold	TBill Discount Rates
PUT	CBOE Putwrite Index	6942.2	6940	93.0	0.49347104221547333	1M 3.6 3M 3.78

Cboe CLL1M Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Put Strike Price	New Call Strike Price	New Put VWAP Price	New Call VWAP Price	Underlying Index VWAP
CLL1M	Cboe S&P 500 Risk Managed Income Index	6942.2	6600	6945	30.484768211920528	121.44546492659053	6951.359017944535

Cboe BXY Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXY	CBOE S&P 500 2 percent OTM BuyWrite Index	6942.2	7085	47.5	6951.970000000001

Cboe BXRT Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXRT	CBOE RUSSELL 2000 30-Delta BuyWrite V2 Index	2679.1234	2765	29.5	2687.6458

Cboe BXRH Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXRH	Cboe Russell 2000 Half BuyWrite Index	2679.1234	2680	68.16965619442797	2687.274969571231

Cboe BXR Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXR	Russell 2000 Buywrite Index	2679.1234	2680	68.16965619442797	2687.27541436475

Cboe BXNTU Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option TWAP Price	Underlying Index TWAP
BXNTU	Cboe NASDAQ-100 BuyWrite V2 UCITS Index	25529.48989	25550	573.0303729999999	25549.29371125

Cboe BXNT Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXNT	CBOE NASDAQ-100 BuyWrite V2 Index	25529.48989	25550	593.5566760707874	25552.10570940241

Cboe BXNH Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXNH	CBOE NASDAQ-100 Half BuyWrite V2 Index	25529.48989	25550	593.5566760707874	25552.10570940241

Cboe BXN Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXN	CBOE Nasdaq-100 BuyWrite Index	25529.48989	25550	593.5566760707874	25552.10570940241

Cboe BXMU Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option TWAP Price	Underlying Index TWAP
BXMU	Cboe S&P 500 BuyWrite Index BXMU	6942.2	6945	118.1286779375	7545.47125

Cboe BXMH Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXMH	Cboe S&P 500 Half BuyWrite Index	6942.2	6945	121.44546492659053	6951.359017944535

Cboe BXM Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXM	BuyWrite index from ICP for BXM	6942.2	6945	121.44546492659053	6951.358771615008

Cboe BXESG Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Bid Price	Underlying Index Roll Price
BXESG	Cboe S&P 500 Scored & Screened BuyWrite Index	612.85	615	8.9	613.82

Cboe BXDEH Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index TWAP
BXDEH	DJIA Cboe BuyWrite V2 Index half	493.55	495	7.44207353827607	493.6366666666668

Cboe BXDE Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXDE	DJIA Cboe BuyWrite V2 Index	493.55	495	7.44207353827607	494.34125678119347

Cboe BXD Index Roll Information - January 16, 2026

Index	Name	Reference Price	New Option Strike Price	New Option VWAP Price	Underlying Index VWAP
BXD	CBOE Dow Jones BuyWrite Index	493.55	495	7.372130013831258	494.423540802213

Cboe BXRT Index Roll Information - January 15, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP RUT Rebalance 1	Old Call VWAP Rebalance 1
BXRT	CBOE RUSSELL 2000 30-Delta BuyWrite V2 Index	1/15/2026	1/16/2026	2674.2886	86.6

Cboe BXQD Index Roll Information - January 15, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXQD	Cboe QDIV ATM BuyWrite Index	36.42	36.0

Cboe BXPX Index Roll Information - January 15, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXPX	Cboe MLPX ATM BuyWrite Index	61.4	61.0

Cboe BXNT Index Roll Information - January 15, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP NDX Rebalance 1	Old Call VWAP Rebalance 1
BXNT	CBOE NASDAQ-100 BuyWrite V2 Index	1/15/2026	1/16/2026	25601.319590475294	369.22156283566056

Cboe BXNH Index Roll Information - January 15, 2026

Index	Name	Rebalance Date 1	Rebalance Date 2	VWAP NDX Rebalance 1	Old Call VWAP Rebalance 1
BXNH	CBOE NASDAQ-100 Half BuyWrite V2 Index	1/15/2026	1/16/2026	25601.319590475294	369.22156283566056

Cboe BXLVH Index Roll Information - January 15, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLVH	Cboe S&P Health Care Select Sector Half BuyWrite Index	156.57906991454354	157.0	3.1433

Cboe BXLKH Index Roll Information - January 15, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLKH	Cboe S&P Technology Select Sector Half BuyWrite Index	146.7130662266355	146.0	4.7088

Cboe BXLFH Index Roll Information - January 15, 2026

Index	Name	Reference Price	New Option Strike Price	New Option Vwap Price
BXLFH	Cboe S&P Financials Select Sector Half BuyWrite Index	54.470222915401685	54.0	1.4277

Cboe BXGBTCT Index Roll Information - January 15, 2026

Index	Name	Reference Price	New Call Strike	New SynCall Strike	New SynPut Strike
BXGBTCT	Cboe GBTC 20% OTM BuyWrite Index	74.33	90.0

Cboe BXGBTCA Index Roll Information - January 15, 2026

Index	Name	Reference Price	New Call Strike	New SynCall Strike	New SynPut Strike
BXGBTCA	Cboe GBTC ATM BuyWrite Index	74.33	75.0

Cboe BXEMG Index Roll Information - January 15, 2026

Index	Name	REFERENCE VWAP	New Option Strike
BXEMG	Cboe MSCI Emerging Markets IMI BuyWrite Index	71.41134551642634	71.0

Cboe BXWBW Index Roll Information - January 14, 2026

Index	Name	New Option Strike Price
BXWBW	Cboe FTSE Russell IWM 2% OTM BuyWrite Index	2705.0

Cboe BXVBWN Index Roll Information - January 14, 2026

Index	Name	New Option Strike Price
BXVBWN	Cboe S&P 500 Enhanced 1% OTM BuyWrite NTR Index	6995.0

Cboe BXVBW Index Roll Information - January 14, 2026

Index	Name	New Option Strike Price
BXVBW	Cboe S&P 500 Enhanced 1% OTM BuyWrite Index	6995.0

Cboe BXVBWJPY Index Roll Information - January 14, 2026

Index	Name	New Option Strike Price
BXVBWJPY	Cboe S&P 500 Enhanced 1% OTM BuyWrite Index JPY	6995.00

Cboe BXTBJPY Index Roll Information - January 14, 2026

Index	Name	New Option Strike Price
BXTBJPY	Cboe TLT 2% OTM BuyWrite Index JPY	90.0